IBALX vs. STDAX
Compare and contrast key facts about Transamerica Multi-Managed Balanced Fund (IBALX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX).
IBALX is managed by BlackRock. It was launched on Dec 1, 1994. STDAX is managed by SEI. It was launched on Nov 16, 2003.
Performance
IBALX vs. STDAX - Performance Comparison
Loading graphics...
IBALX vs. STDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBALX Transamerica Multi-Managed Balanced Fund | -4.82% | 12.69% | 14.53% | 18.44% | -16.48% | 16.65% | 15.55% | 21.33% | -3.99% | 13.84% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 0.36% | 4.46% | 5.35% | 4.45% | -1.58% | 1.56% | -19.54% | 19.83% | -3.32% | 9.70% |
Returns By Period
In the year-to-date period, IBALX achieves a -4.82% return, which is significantly lower than STDAX's 0.36% return. Over the past 10 years, IBALX has outperformed STDAX with an annualized return of 8.68%, while STDAX has yielded a comparatively lower 2.52% annualized return.
IBALX
- 1D
- 0.03%
- 1M
- -5.58%
- YTD
- -4.82%
- 6M
- -3.08%
- 1Y
- 9.42%
- 3Y*
- 11.16%
- 5Y*
- 6.67%
- 10Y*
- 8.68%
STDAX
- 1D
- 0.09%
- 1M
- -0.18%
- YTD
- 0.36%
- 6M
- 1.30%
- 1Y
- 3.90%
- 3Y*
- 4.41%
- 5Y*
- 2.77%
- 10Y*
- 2.52%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IBALX vs. STDAX - Expense Ratio Comparison
IBALX has a 0.96% expense ratio, which is higher than STDAX's 0.35% expense ratio.
Return for Risk
IBALX vs. STDAX — Risk / Return Rank
IBALX
STDAX
IBALX vs. STDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Multi-Managed Balanced Fund (IBALX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IBALX | STDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 4.24 | -3.34 |
Sortino ratioReturn per unit of downside risk | 1.35 | 7.10 | -5.75 |
Omega ratioGain probability vs. loss probability | 1.20 | 2.50 | -1.30 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 6.50 | -5.35 |
Martin ratioReturn relative to average drawdown | 5.18 | 31.36 | -26.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IBALX | STDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 4.24 | -3.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 1.42 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.38 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | -0.00 | +0.75 |
Correlation
The correlation between IBALX and STDAX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IBALX vs. STDAX - Dividend Comparison
IBALX's dividend yield for the trailing twelve months is around 6.46%, more than STDAX's 4.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBALX Transamerica Multi-Managed Balanced Fund | 6.46% | 6.13% | 7.92% | 4.09% | 3.09% | 6.82% | 4.84% | 4.15% | 8.16% | 3.20% | 1.49% | 3.44% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 4.47% | 4.49% | 4.97% | 4.77% | 3.54% | 0.87% | 1.71% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% |
Drawdowns
IBALX vs. STDAX - Drawdown Comparison
The maximum IBALX drawdown since its inception was -43.33%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for IBALX and STDAX.
Loading graphics...
Drawdown Indicators
| IBALX | STDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.33% | -76.81% | +33.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -0.59% | -7.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.64% | -2.91% | -20.73% |
Max Drawdown (10Y)Largest decline over 10 years | -23.64% | -26.89% | +3.25% |
Current DrawdownCurrent decline from peak | -6.08% | -9.55% | +3.47% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -31.95% | +25.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 0.12% | +1.56% |
Volatility
IBALX vs. STDAX - Volatility Comparison
Transamerica Multi-Managed Balanced Fund (IBALX) has a higher volatility of 2.98% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.39%. This indicates that IBALX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IBALX | STDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 0.39% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 5.67% | 0.64% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.95% | 0.93% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.44% | 1.95% | +9.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.46% | 6.69% | +4.77% |